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Math 4123 Lecture ODE2

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0% found this document useful (0 votes)
23 views

Math 4123 Lecture ODE2

Uploaded by

Mozadded Azam
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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4.

6The Cauchy-Euler equation


An equation of the form
n 1 y
dny n1 d dy
a0 x n  a1 x  .  an1 x  an y  F ( x) (4.20)
dx n dx n dx
where a0 , a1 ,, an1 , a n are constant, is called a Cauchy-Euler
equation of order n.
Method of solution:The Cauchy-Euler equation can not be directly
solved. But the transformation
x = et, (x> 0)
reduces the equation to a linear differential equation with constant
coefficients. The reduced equation will be of the form
f(y, t) = 0
whose complementary function can be easily obtained as before.

Example 4.19Solve ( x 2 D 2  2 xD  2) y  x 3

Solution Here ( x 2 D 2  2 xD  2) y  x 3 (4.21)


Let x = et. Then assuming x 0 we have
t = log x
dt 1
=
dx x
dy dy dt 1 dy
 
dx dt dx x dt
d 2 y d  dy  d  1 dy  dt
    
dx 2 dx  dx  dt  x dt  dx
 1 d 2 y dy  1  dx  dt
=  2
  2  
 x dt dt  x  dt  dx

 1 d 2 y 1 dy  1
=  2
 
x
 x dt x dt 
1  d 2 y dy 
=  2  
x2  dt dt 

Now equation (4.21) reduces to
d 2 y dy dy
2
  2  2 y  e 3t
dt dt dt
d2y dy
or 2
 3  2 y  e 3t
dt dt
Complementary function is yc = c1et + c2e2t
1
Particular integral yp  2 .e3t
D  3D  2
1 1
= e3t  e 3t
992 2
1
The general solution is y = c1et + c2e2t + e3t
2
Retuning to the original independent variable x by putting et = x we
get
1
y = c 1x + c 2x 2 + x 3
2
Example 4.20 Solve ( x 2 D 2  xD  4) y  cos log x  x sin log x
Solution The transformation x = et reduces the equation to
{D (D1) D + 4}y = cost + etsin t
d2y dy
or 2
 2  4 y  cos t  e t sin t
dt dt
The complementary function is
yc  e t (c1 cos 3t  c2 sin 3t )
The particular integral is
1 1
yp  2 cos t  2 e t sin t
D  2D  4 D  2D  4
1 1
= cos t  e t 2 sin t
3  2D D 3
3  2D et
= cos t  sin t
9  4D 2 2
1 et
= (3 cos t  2 sin t )  sin t
13 2
Thus the solution is
1 et
y = et (c1 cos 3t  c2 sin 3t )  (3 cos t  2 sin t )  sin t
13 2
 x(c1 cos 3 log x  c2 sin 3 log x)
1 x
 (3 cos log x  2 sin log x)  sin log x
13 2
 1
Example 4.21Solve ( x 3 D 3  2 x 2 D 2  2) y   x  
 x
Solution x = et reduces the given equation to
d
[D (D1) (D2) + 2D (D1)+2]y = et + etwhere D 
dt
or, (D3D2 + 2)y = et + et
 yc = c1et + c2etcos(c3 + t)
1 1
yp  2
et  2
e t
( D  1)( D  2 D  2) ( D  1)( D  2 D  2)
1 t t
= e  2
e t [case of failure]
2 3D  2 D
e t t t
=  e
2 5
e t t t
 y  c1e t  c2 e t cos(c3  t )   e
2 5
c1 x log x
=  c2 x cos(log x  c3 )  
x 2 5x

Example 4.22Solve (x2D2 + xD + 1)y= 0, y (1) = 1, y(1) = 2


Solution x = et reduces the equation to
d
[D (D1) +D +1]y = 0twhere D 
dt
A.E. is m2 + 1 = 0 or, m = i
y =c1cost + c2sint = c1cos(log x) + c2sin(log x)
Applying initial condition we get c1= 1
dy c sin(log x) c2 cos(log x)
again  1 
dx x x
Applying y(1) = 2, we get 2 = c2
The solution is y = cos(log x) + 2sin(log x)

4.7 Equations reducible to homogeneous form


Example 4.23

Solve ( x  2) D  ( x  2) D  1)y  3x  4
2 2

dx
Solution Put x  2  et   et
dt
dy dy dt 1 dy dy
 .  t  e t
dx dt dx e dt dt
d 2 y d  dy  d  dy  dt d  t dy  t
2
     = e .e
dx dx  dx  dt  dx  dx dt  dt 
 d 2 y dy t   d 2 y dy 
= e t  e t 2  e   e 2t  2    e 2t D ( D  1) y
 dt dt   dt dt 
The given equation reduces to
[e2t. e2tD(D  1) etetD + 1]y = 3(et  2) + 4 = 3et 2
 [D(D  1) D +1]y = 3et2
The complementary function is
yc = c1et + c2tet
Particular integral is
1
yp  2
(3e t  2)
D  2D  1
t 1
= 3. .e t  2 2 .1
2D  2 D  2D  1
t2 t
= 3. e  2.1
2
3 2 t
= t e 2
2
The solution is
3
y = c1et + c2tet + t2et2
2
3
= c1 (x + 2) + c2 (x + 2) log(x + 2) + (x + 2) log2(x + 2)  2
2
3
= (x + 2) [c1+ c2log (x + 2)] + (x + 2)log2(x + 2)  2
2

Example 4.24Solve [3x + 2)2 D2 + 3(3x + 2)D


36]y=x2 + x
Solution Putting 3x +2 = et, the given
equation becomes
t
dt 3
3x  2  e t  ln(3x  2)  
t

dx 3 x  2
dt 3 3
   t  3e t
dx 3x  2 e
dy dy dt dy dy dy
 .  3e t  (3 x  2)  3et e t  3Dy
dx dt dx dt dx dt
d
Here , D 
dt
d 2 y d  dy  d  dy  dt d dy 
      = 3e t  3e t 
dx 2
dx  dx  dt  dx  dx dt  dt 
 t d 2 y dy t  2 t  d y
2
dy 
 3e 3e
t
 3 e   9e  2    9e 2 t D ( D  1) y
 dt 2
dt   dt dt 
d2y
 ( 3 x  2) 2
 9e 2 t e 2 t D ( D  1) y  9 D( D  1) y
dx 2

2
 t  t
9 D( D  1)  9 D  36y   e  2   e  2
 3  3

e 2t  4e t  4  e t  2
or (9 D 2  36) y  
9 3

( D 2  4) y 
81

1 2t
e  4et  4  3e t  6 
1 2t
81

e  et  2 
C. F is yc = c1e2t + c2e2t = c1(3x + 2)2 + c2(3x + 2)2
1 1
Now, yp  . 2 ( e 2 t  e t  2)
81 D  4
1  t 2t 1 t 1 
= . e  e  
81  2 D 3 2

1  t e 2t 1 t 1 
= . .  e  
81  2 2 3 2

1 1 1 1
=  log(3x  2)(3 x  2) 2  (3 x  2)  
81  4 3 2
 Complete solution is
y  c1 (3x  2) 2  c2 (3x  2) 2
Method of Operational Factors
Let us take the general equation of second order as
d2y dy
A0 2
 A1  A2 y  X (1)
dx dx
where A0 , A1 , A2 and X are functions of x.
d
Writing D for , the given equation becomes
dx
A0 D 2 y  A1 Dy  A2 y  X or f ( D ) y  X
Let us assume that f (D ) can be resolved into two factors F1 ( D)
and F2 ( D ) such that f1 ( D) operates on y and F2 ( D ) operates on
the result F1 ( D) y . Now the equation may be re-written as
f ( D) y  F2 ( D)F1 ( D) y or f ( D) y  F2 ( D) F1 ( D) y
Remark: Remember that the factors are not commutative since this
will involve functions of x directly. Hence care should be taken
while using the factorised operators in the correct order. So we
should test the correctness of the order before using the operators
d2y dy dy
Ex.-1: Solve x 2
x   y  0.
dx dx dx
d
Solution: Writing D for , the given equation becomes
dx
xD 2

 xD  D  1 y  0.
or, xD  1D  1y  0 (1)
Let D  1y  v (2)
 xD  1v  0 (3)
dv
Now xD  1v  0 or, x v 0
dx
dv v
or,   0 gives v  c1 x
dx x
Now equation (2) becomes

D  1 y  c1 x I. F = e   e x
dx

 The solution is ye x  c1 xe x dx



or, ye x  c1 xe x  e x  c2
 y  c1  x  1  c2 e  x . (Ans.)
d2y dy dy
Ex.-2: Solve x  1 2
x   2y  0
dx dx dx

Solution: Given ( x  1) D 2  xD  D  2 y  0 
Now, x  1D 2  Dx  1  2  xD 2  D 2  xD  D  2
 xD 2  xD  D 2  D  2 D  2
 xD( D  1)  D ( D  1)  2( D  1)
The given equation may be re-written as
( xD  D  2)( D  1) y  0
Let ( D  1) y  v
 ( xD  D  2)v  0
dv dv dx
 ( x  1)  2v  0 or, 
dx 2v x  1
 v  c1 ( x  1) 2

Now D  1 y  c1 ( x  1) 2 I. F.  e 
dx
 ex
 The solution is


ye x  c1 e x ( x  1) 2 dx


 c1 ( x  1) 2 e x  2( x  1)e x  2e x  c2 

y  c1 ( x  1) 2  2( x  1)  2  c2 e  x 
 c1 ( x 2  1)  c2 e  x . (Ans.)

Ex.-3: Solve 3x 2
d2y
dx 2

 2  6x2
dy
dx

 4y  0

 
Solution: 3x 2 D 2  2  6 x 2 D  4 y  0  
 
or, 3x 2 D  2 D  2 y  0
Let D  2 y  v
3
 
 3x 2 D  2 v  0  v  c1e 2 x I. F  e 2 x
The solution is
3


ye 2 x  c1 e 2 x e 2 x dx  c2
3
2 x

 y  c1.e 2 x e 2 x  c2 e 2 x (Ans.)

d2y dy
Ex.-4: Solve x 2
 (1  x )  y  ex
dx dx
Solution: The equation may be written as
xD 2

 (1  x) D  1 y  e x (1)
Now xD 2  (1  x) D  1  xD 2  xD  D  1
 xD( D  1)  1( D  1)
 ( xD  1)( D  1) Equation (1) becomes
( xD  1)( D  1) y  e x
Let ( D  1) y  v
 ( xD  1)v  e x
dv
or, x  v  ex
dx
dy
dv v e x 
   I. F. = e x  x
dx x x


 The solution is vx  e x dx  e x  c1

e x c1
v  
x x
e x c1
Now D  1 y  
x x
dy e x c1
 y  I. F.  e  x
dx x x
 The solution is
 1 c e x  e x

ye  x    1  dx  log x  c1
x x  x
 c2 
e x
 y  e x log x  c1e x  x
dx  c2 e x . (Ans.)

Ex.-5: Solve ( x  3) D  1 ( D  3) y  ( x  3) 2 e x .
Solution: The given equation is
( x  3) D  1D  3y  x  32 e x
Let D  3 y  v
  x  3D  1v  x  3 e x
2

dv
Now x  3  v  x  3 e x
2

dx
dy

dv

v
  x  3e x I. F.  e
  x 3  1
dx x  3 x3
 The solution is
v
x3 
 e x dx  e x  c1

 v  e x  x  3  x  3c1
Now D  3 y  e x x  3   x  3c1 , I. F  e 3 x
 The solution is
 
ye 3 x  e 2 x  x  3  c1e 3 x  x  3 dx

 3 x


1
x  3e 2 x  1 e 2 x dx  c1  x  3 e 3 x  e 
 
2 2  3 3 
Ex.-6: Factorize the operator on the L. H. S. of
x  2D 2

 2 x  5D  2 y   x  1e x
and hence solve it.
Solution: Now ( x  2) D 2  2( x  5) D  2
 ( x  2) D 2  2( x  2) D  D  2
 ( x  2) D ( D  2)  ( D  2)
  x  2 D  1D  2  (1)
Hence the given equation may be re-written as
x  2D  1D  2 y  x  1e x (2)
Let D  2 y  v (3)
  x  2D  1v  x  1e x (4)
dv
or, x  2   v   x  1e x
dx
dv v  x 1  x 1
  e I. F. 
dx x  2  x  2  x2
 The solution is
v ( x  1) x
x2
 
( x  2) 2
e dx  c1

v ( x  2)  1 x

x2
 
( x  2) 2
e dx  c1

=∫ 𝑑𝑥 − ∫ 𝑑𝑥 + 𝑐
( )

ex  ex 1 
  x2
dx  
 ( x  2)
2
 
e x   c1
( x  2) 
Integrating the second integral by party
or, =𝑐 + so that v  c1 ( x  2)  e x
Putting in (3) we get
( D  2) y  c1 ( x  2)  e x
dy
  2 y  c1 ( x  2)  e x , which is linear
dx

I. F = e   e 2 x
2 dx

ye 2 x  c2   c x  2  e e dx
x 2 x
 1

 c2  c  ( x  2)e dx   e dx
1
2 x x

  1  1  
 c2  c1 x  2   e  x    e 2 x dx   e  x

  2  4  
1 1
 c2  c1 ( x  2)e 2 x  c1e 2 x  e  x
2 4
c
 y  c2 e 2 x  1 (2 x  5)  e x (Ans.)
4
d2y dy
Ex.-7: Solve x 2
 ( x  1)  y  x4
dx dx
Solution: The given equation may be written as
xD 2

 ( x  1) D  1 y  x 4
or, xD  1D  1 y  x 4
Let D  1 y  v
 xD  1v  x 4
dx
dv
or, x  v  x4 
dv v
  x3 I. F.  e
 x 1
dx dx x x
 The solution is
v x3
x 
 x 2 dx  c1 
3
 c1

x4
v   c1 x
3
x4
Now D  1 y   c1 x I. F.  e x
3
 The solution is
 x4 
 3

ye x    c1 x e x dx

 x4  4 
 3 
   c1 x e x   x 3  c1 e x dx  c2
 3 
 x4   4  
  3  
   c1 x e x   x 3  c1 e x  4 x 2 e x dx  c2 
 3 
 x4  4 
 3  
   c1 x e x   x 3  c1 e x  4 x 2 e x dx  c2
 3
 x4  4 
   c1 x e x   x 3  c1 e x  4 x 2 e x  8 xe x  4e x  c2
 3  3 
x4 4 
y  c1 x   x 3  c1   4 x 2  8 x  4  c2 e  x
3 3 
d2y dy
Ex.-8: Solve x 2
 x  2   2 y  x 3 .
dx dx
Solution: The equation may be written as
xD 2
 x  2D  2 y  x 3 
 xD  2D  1 y  x 3
Let D 1 y  v
 xD  2v  x 3
dv
x  2v  x 3
dx
2 dx
dv 2v
  x2 I. F.  e
 
x 
1
dx x x2
The solution is
v
x2 
 dx  c1  x  c1

 v  x 3  c1 x 2
 D  1 y  x 3  c1 x 2 I. F.  e  x
 ye  x   x  c1 x 2 e  x dx
3

   3x  2c x e dx
  x 3  c1 x 2 e  x  2
1
x

 x  c x e  3 x  2c x e   6 x  2c  e
3
1
2 x 2
1
x
1
x
dx

 ye  x x  c x  e  3x  2c x  e
3
1
2 x 2
1
x

 e 6 x  2c    6e dx x
1
x

 x  c x  e  3x  2c x  e
3
1
2 x 2
1
x

 e  x 6 x  2c1   6e  x  c2
 The solutions is
y   x 3  c1 x 2  3x 2  2c1 x  6 x  2c1  6  c2 e x
 
 c2 e x  x 3  c1 x 2  2 x  2  3x 2  6 x (Ans.)
d2y dy
Ex.-9: Solve x 2
 ( x  2)  2 y  x3
dx dx

Solution: xD 2  ( x  2) D  2 y  x 3  (1)
 xD  2D  1 y  x 3 (2)
Let D  1y  0 (3)
 Equation (2) gives
xD  2v  x 3
dv
x  2v  x 3
dx
dv 2v 1
or,   x2 I. F. 
dx x x2
 The solution is
v
x2
 dx  c1 
v
  x  c1
x2
 v  x 3  c1 x 2
 equation (3) become
dy
 y  x 3  c1 x 2
dx
 The solution is

  
ye x  e x x 3  c1 x 2 dx  c2

   
 x 3  c1 x 2 e x  3x 2  2c1 x e x  6 x  2c1  e x  6e x  c2
 y  x 3  c1 x 2  3x 2  2c1 x  6 x  2c1  6  c2 e  x
 x 3  (c1  x 3 ) x 2  (6  2c1 ) x  2(c1  3)  c2 e  x (Ans.)
Ex.-10: Show that the solution of differential equation
d2y dy
x2
  x  1  y  x 2 is y  c1 ( x  1)  c2 e  x  x 2
dx dx
Proof: The given equation is
xD 2

 xD  D  1 y  x 2
or, xD  1D  1 y  x 2
Let D  1 y  v  xD  1v  x 2
dv dv v 1
 v  x2
or, x or,  x I. F. 
dx dx x x
v

 The solution is  dx  c1  x  c1 or v  x 2  c1 x
x
dy
Now D  1 y  x 2  c1 x   y  x 2  c1 x
dx

 
 The solution is ye x  e x x 2  c1 x  c2 
or, ye x  x  c x e   2 x  c e dx  c
2
1
x
1
x
2

   
 x 2  c1 x e x  2 xe x  e x  c1e x  c2
 y  x 2  c1 x  2 x  2  c1  c2 e  x
 c1 x  1  c2e  x  x 2 (Proved)

Ex.-11: Solve 3x 2
d2y
dx 2
 2  6x  6x2
dy
dx

 4 y  0. 
Solution: The equation may be factorized as
D  23x 2 D  2y  0

Let 3x 2 D  2 y  v 
 D  2 v  0
The solution is
v  c1e 2 x
 
 3x 2 D  2 y  c1e 2 x
dy
 3x 2  2 y  c1e 2 x
dx
2
dy 2 y c1e 2 x 
   I. F.  e 3x
dx 3 x 2 3x 2
2 2 2
 c1e 2 x  3 x 


3x
 ye 3x  2
e  e dx  c2
3x
2
2 x
c e 3x

 1 2 dx  c2
3x
2
2 2 2 x
e 3x
 y  c2 e 3x  c1e 3 x  3x 2
(Ans.)


Ex.-12: Solve xD 2  (1  x) D  2(1  x) y  e  x (1  6 x) . 
Solution: The equation may be written as
xD  (1  x)D  2 y  e  x (1  6 x)
Let D  2 y  v
 xD  (1  x)v  e  x (1  6 x)
dv e  x (1  6 x)
Now x  (1  x)v 
dx x
1 x
dv (1  x)v e  x (1  6 x)  dx
or,   I. F.  e x  xe x
dx x x
 The solution is
e x
vxe x   x
(1  6 x) xe x dx


 (1  6 x)dx  c1  x  3 x 2  c1

x 3x 2 c
v  x
 x
 1x
xe xe xe
c1  x
 e  x  3xe  x  e
x
c
D  2  y  e  x  3xe  x  1 e  x
x
D  2 y  e  x 1  3 x  c1  I. F.  e 2 x
 x
The solution is
 c 

ye 2 x  e 3 x 1  3 x  1  dx  c2
 x
e 3 x e 3 x

3
 xe 3 x  3e 3 x  c1 x
dx  c2

e x e 3 x
y
3
 xe  x  3e  x  c1e 2 x x
dx  c2 e 2 x


1
972

3(3 x  2) 2 log(3 x  2)  4(3 x  2)  6 

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